Bazman76 / ilmanen_expected_returns

Related projects: ⓘ

• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆30Updated 5 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆29Updated last week
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 8 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆60Updated 2 years ago
• BessieChen / Algorithmic-Portfolio-Management-in-R-programming-language
  The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…
  ☆12Updated 6 years ago
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆11Updated last year
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆17Updated last month
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆59Updated last month
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆15Updated last year
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated last year
• cuemacro / FinancePy
  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…
  ☆24Updated 3 years ago
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆27Updated last year
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆16Updated 4 months ago
• Liuyi-Hu / regime_switch_model
  Regime-Switching Model
  ☆16Updated 6 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 3 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆18Updated 6 years ago
• firmai / machine-learning-for-trading
  Code for Machine Learning for Algorithmic Trading, 2nd edition.
  ☆15Updated 2 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆30Updated 4 years ago
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆32Updated 3 months ago
• webn3ewbie / Economic-Data-Terminal
  ☆23Updated last year
• aconstandinou / pairs-trading-equities
  ☆23Updated 6 years ago
• PanPip / research
  Contains all the Jupyter Notebooks used in our research
  ☆14Updated 4 years ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆10Updated 2 years ago
• deanfantazzini / bubble
  ☆11Updated 3 years ago
• ericwbzhang / Vol_prediction
  Realized Volatility Forecasting modeling
  ☆14Updated 7 years ago
• yye9701 / KR_example
  ☆19Updated 2 years ago
• joshuapjacob / almgren-chriss-optimal-execution
  An optimal trading trajectory solver.
  ☆21Updated 2 years ago
• RasLillebo / HighFrequencyEconometrics-HAR-vs.-Neural-Networks
  Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…
  ☆18Updated 4 years ago